-92.8%
CABO vs VT
+224.5%
-317.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | -0.1% | +0.4% | -0.6% | -0.4% |
| 30D | -41.3% | +1.0% | -42.2% | -41.8% |
| 3M | -45.2% | +2.4% | -47.6% | -46.5% |
| 6M | -77.9% | +12.0% | -89.9% | -80.0% |
| YTD | -77.4% | +15.3% | -92.8% | -80.1% |
| 1Y | -84.1% | +22.6% | -106.7% | -86.7% |
| 3Y | -95.8% | +74.7% | -170.4% | -97.4% |
| 5Y | -98.7% | +66.1% | -164.8% | -99.2% |
| 10Y | -94.9% | +225.0% | -319.9% | -97.9% |
| All | -92.8% | +224.5% | -317.3% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling